Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Pubbl/distr/stampa | Cham : Springer, 2014 |
| Descrizione fisica | XIV, 177 p. ; 24 cm |
| Disciplina | 511.6 |
| Collana | Lecture notes in mathematics |
| Soggetto non controllato |
Probabilità combinatoria
Equazioni differentriali alle derivate parziali stocastiche |
| ISBN | 9783319022307 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009951630403321 |
Kruse, Raphael
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| Cham : Springer, 2014 | ||
| Lo trovi qui: Univ. Federico II | ||
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Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 177 p. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65M60 - Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
| Soggetto non controllato |
Galerkin finite element methods
Malliavin Calculus Partial differential equations SPDEs Spatio-temporal regularity Strong and weak convergence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101562 |
Kruse, Raphael
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| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 177 p. ; 24 cm |
| Soggetto topico |
35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65M60 - Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
| Soggetto non controllato |
Galerkin finite element methods
Malliavin Calculus Partial Differential Equations SPDEs Spatio-temporal regularity Strong and weak convergence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00101562 |
Kruse, Raphael
|
||
| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65M60 - Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0101562 |
Kruse, Raphael
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||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Descrizione fisica | xiv, 177 p. : ill. ; 24 cm |
| Disciplina | 519.22 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 2093 |
| Soggetto topico |
Stochastic partial differential equations
Stochastic integral equations Evolution equations |
| ISBN |
9783319022307
331902230X |
| Classificazione |
AMS 60H15
AMS 35R60 AMS 60H07 AMS 65-02 AMS 65C LC QA3.L38 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction ; Stochastic evolution equations in Hilbert spaces ; Optimal strong error estimates for Galerkin finite element methods ; A short review of the Malliavin calculus in Hilbert spaces ; A Malliavin calculus approach to weak convergence ; Numerical experiments |
| Record Nr. | UNISALENTO-991003325369707536 |
Kruse, Raphael
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| Lo trovi qui: Univ. del Salento | ||
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Strong and weak approximation of semilinear stochastic evolution equations [e-book] / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations [e-book] / Raphael Kruse |
| Autore | Kruse, Raphael |
| Descrizione fisica | 1 online resource (xiv, 177 p. : il.) |
| Disciplina | 519.22 |
| Collana | Lecture notes in mathematics, 1617-9692 ; 2093 |
| Soggetto topico |
Evolution equations
Stochastic integral equations Stochastic partial differential equations |
| ISBN | 9783319022314 (ebook) |
| Classificazione |
AMS 60H15
AMS 35R60 AMS 60H07 AMS 65-02 AMS 65C LC QA3.L28 |
| Formato | Software |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction ; Stochastic evolution equations in Hilbert spaces ; Optimal strong error estimates for Galerkin finite element methods ; A short review of the Malliavin calculus in Hilbert spaces ; A Malliavin calculus approach to weak convergence ; Numerical experiments |
| Record Nr. | UNISALENTO-991003325449707536 |
Kruse, Raphael
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| Lo trovi qui: Univ. del Salento | ||
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